CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2718 |
1.2732 |
0.0014 |
0.1% |
1.2814 |
| High |
1.2810 |
1.2748 |
-0.0062 |
-0.5% |
1.2989 |
| Low |
1.2679 |
1.2601 |
-0.0078 |
-0.6% |
1.2601 |
| Close |
1.2747 |
1.2696 |
-0.0051 |
-0.4% |
1.2696 |
| Range |
0.0131 |
0.0147 |
0.0016 |
12.2% |
0.0388 |
| ATR |
0.0233 |
0.0227 |
-0.0006 |
-2.6% |
0.0000 |
| Volume |
175,718 |
153,515 |
-22,203 |
-12.6% |
984,670 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3123 |
1.3056 |
1.2777 |
|
| R3 |
1.2976 |
1.2909 |
1.2736 |
|
| R2 |
1.2829 |
1.2829 |
1.2723 |
|
| R1 |
1.2762 |
1.2762 |
1.2709 |
1.2722 |
| PP |
1.2682 |
1.2682 |
1.2682 |
1.2662 |
| S1 |
1.2615 |
1.2615 |
1.2683 |
1.2575 |
| S2 |
1.2535 |
1.2535 |
1.2669 |
|
| S3 |
1.2388 |
1.2468 |
1.2656 |
|
| S4 |
1.2241 |
1.2321 |
1.2615 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3926 |
1.3699 |
1.2909 |
|
| R3 |
1.3538 |
1.3311 |
1.2803 |
|
| R2 |
1.3150 |
1.3150 |
1.2767 |
|
| R1 |
1.2923 |
1.2923 |
1.2732 |
1.2843 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2722 |
| S1 |
1.2535 |
1.2535 |
1.2660 |
1.2455 |
| S2 |
1.2374 |
1.2374 |
1.2625 |
|
| S3 |
1.1986 |
1.2147 |
1.2589 |
|
| S4 |
1.1598 |
1.1759 |
1.2483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2989 |
1.2601 |
0.0388 |
3.1% |
0.0198 |
1.6% |
24% |
False |
True |
196,934 |
| 10 |
1.2989 |
1.2508 |
0.0481 |
3.8% |
0.0206 |
1.6% |
39% |
False |
False |
185,797 |
| 20 |
1.3087 |
1.2508 |
0.0579 |
4.6% |
0.0211 |
1.7% |
32% |
False |
False |
191,309 |
| 40 |
1.4116 |
1.2508 |
0.1608 |
12.7% |
0.0244 |
1.9% |
12% |
False |
False |
177,536 |
| 60 |
1.4687 |
1.2508 |
0.2179 |
17.2% |
0.0256 |
2.0% |
9% |
False |
False |
146,517 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.3% |
0.0253 |
2.0% |
14% |
False |
False |
110,201 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.4% |
0.0249 |
2.0% |
15% |
False |
False |
88,291 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0243 |
1.9% |
14% |
False |
False |
73,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3373 |
|
2.618 |
1.3133 |
|
1.618 |
1.2986 |
|
1.000 |
1.2895 |
|
0.618 |
1.2839 |
|
HIGH |
1.2748 |
|
0.618 |
1.2692 |
|
0.500 |
1.2675 |
|
0.382 |
1.2657 |
|
LOW |
1.2601 |
|
0.618 |
1.2510 |
|
1.000 |
1.2454 |
|
1.618 |
1.2363 |
|
2.618 |
1.2216 |
|
4.250 |
1.1976 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2689 |
1.2741 |
| PP |
1.2682 |
1.2726 |
| S1 |
1.2675 |
1.2711 |
|